FinanceBench

FinanceBench is a collection of financial program benchmarks with support for benchmarking on the GPU via OpenCL and CPU benchmarking with OpenMP. The FinanceBench test cases are focused on Black-Sholes-Merton Process with Analytic European Option engine, QMC (Sobol) Monte-Carlo method (Equity Option Example), Bonds Fixed-rate bond with flat forward curve, and Repo Securities repurchase agreement. FinanceBench was originally written by the Cavazos Lab at University of Delaware.

To run this test with the Phoronix Test Suite, the basic command is: phoronix-test-suite benchmark financebench.

Project Site

cavazos-lab.github.io

Test Created

6 June 2016

Last Updated

21 January 2021

Test Maintainer

Michael Larabel

Test Type

Graphics

Average Install Time

3 Seconds

Average Run Time

13 Seconds

Test Dependencies

C/C++ Compiler Toolchain + OpenCL

Accolades

70k+ Downloads

Supported Platforms

* Uploading of benchmark result data to OpenBenchmarking.org is always optional (opt-in) via the Phoronix Test Suite for users wishing to share their results publicly.
** Data based on those opting to upload their test results to OpenBenchmarking.org and users enabling the opt-in anonymous statistics reporting while running benchmarks from an Internet-connected platform.
*** Test profile page view reporting began March 2021.
Data updated weekly as of 17 January 2025.

Revision History

pts/financebench-1.1.1 [View Source] Thu, 21 Jan 2021 08:09:17 GMT
Drop Monte Carlo OpenMP as numbers seem to be too flakey.

pts/financebench-1.1.0 [View Source] Wed, 20 Jan 2021 11:43:13 GMT
Update test profile, include CPU OpenMP tests too.

pts/financebench-1.0.0 [View Source] Mon, 06 Jun 2016 18:09:53 GMT
Initial commit of FinanceBench as some more OpenCL coverage

Suites Using This Test

NVIDIA GPU Compute

Finance

Performance Metrics

Analyze Test Configuration:

FinanceBench 2016-07-25

Benchmark: Black-Scholes OpenCL

OpenBenchmarking.org metrics for this test profile configuration based on 317 public results since 20 January 2021 with the latest data as of 27 December 2024.

Below is an overview of the generalized performance for components where there is sufficient statistically significant data based upon user-uploaded results. It is important to keep in mind particularly in the Linux/open-source space there can be vastly different OS configurations, with this overview intended to offer just general guidance as to the performance expectations.

Component

Percentile Rank

# Compatible Public Results

ms (Average)

NVIDIA RTX 6000 Ada Generation

92nd

2.7

MSI NVIDIA GeForce RTX 4090

90th

2.9

NVIDIA GeForce RTX 4090

88th

2.9 ^{+/- 0.1}

AMD Radeon PRO W7900

85th

3.4

NVIDIA GH200

83rd

4.3

NVIDIA GeForce RTX 4080

81st

4.4

Mid-Tier

75th

> 5.9

NVIDIA GeForce RTX 3090

74th

6.2 ^{+/- 0.2}

NVIDIA GeForce RTX 3080 Ti

67th

6.5 ^{+/- 0.1}

NVIDIA GeForce RTX 3080

62nd

7.4 ^{+/- 0.2}

NVIDIA RTX 4000 Ada Generation

59th

7.7

NVIDIA GeForce RTX 2080 Ti

54th

9.1 ^{+/- 0.3}

Median

50th

9.3

NVIDIA GeForce RTX 3070 Ti

48th

9.8 ^{+/- 0.1}

Gigabyte NVIDIA GeForce RTX 3070

48th

9.8

NVIDIA GeForce RTX 3070

45th

10.5

NVIDIA GeForce RTX 2080 SUPER

42nd

10.6

NVIDIA GeForce GTX 1080

41st

11.1

Zotac NVIDIA GeForce RTX 2080

38th

12.0 ^{+/- 0.2}

NVIDIA GeForce RTX 2070 SUPER

35th

12.8

NVIDIA GeForce RTX 3060 Ti

33rd

12.9 ^{+/- 0.1}

ASUS NVIDIA GeForce RTX 2070

28th

16.0 ^{+/- 0.1}

NVIDIA RTX 2000 Ada Generation

26th

16.2

Low-Tier

25th

> 16.2

eVGA NVIDIA GeForce RTX 3060

24th

16.4 ^{+/- 0.2}

NVIDIA GeForce RTX 2060 SUPER

23rd

16.5

Gigabyte NVIDIA GeForce RTX 2060

20th

19.3 ^{+/- 0.7}

NVIDIA GeForce RTX 2060

19th

19.8

NVIDIA Quadro RTX 4000

16th

23.1 ^{+/- 0.5}

NVIDIA Quadro RTX 5000 with Max-Q Design

12th

27.8 ^{+/- 0.2}

MSI Intel HD 630

7th

41.6

Intel HD P630

6th

42.1

Intel HD 5500

4th

47.3

Intel HD 4400 HSW GT2

2nd

55.4 ^{+/- 4.2}

NVIDIA T400

1st

243.0 ^{+/- 6.0}

Detailed Performance Overview

Based on OpenBenchmarking.org data, the selected test / test configuration (FinanceBench 2016-07-25 - Benchmark: Black-Scholes OpenCL) has an average run-time of 2 minutes. By default this test profile is set to run at least 3 times but may increase if the standard deviation exceeds pre-defined defaults or other calculations deem additional runs necessary for greater statistical accuracy of the result.

Based on public OpenBenchmarking.org results, the selected test / test configuration has an average standard deviation of 1%.

Tested CPU Architectures

This benchmark has been successfully tested on the below mentioned architectures. The CPU architectures listed is where successful OpenBenchmarking.org result uploads occurred, namely for helping to determine if a given test is compatible with various alternative CPU architectures.

CPU Architecture

Kernel Identifier

Verified On

Intel / AMD x86 64-bit

x86_64

(Many Processors)

ARMv8 64-bit

aarch64

ARMv8 Neoverse-V2 72-Core

cachyos5950x 3 Systems - 37 Benchmark Results	AMD Ryzen 9 5950X 16-Core - ASUS TUF GAMING X570-PLUS_BR - AMD Starship cachyos rolling - 6.12.6-2-cachyos - KDE Plasma 6.2.4
cachyos5950x 3 Systems - 28 Benchmark Results	AMD Ryzen 9 5950X 16-Core - ASUS TUF GAMING X570-PLUS_BR - AMD Starship cachyos rolling - 6.12.6-2-cachyos - KDE Plasma 6.2.4
cachyos5950x 3 Systems - 28 Benchmark Results	AMD Ryzen 9 5950X 16-Core - ASUS TUF GAMING X570-PLUS_BR - AMD Starship cachyos rolling - 6.12.6-2-cachyos - KDE Plasma 6.2.4
cachyos5950x 3 Systems - 12 Benchmark Results	AMD Ryzen 9 5950X 16-Core - ASUS TUF GAMING X570-PLUS_BR - AMD Starship cachyos rolling - 6.12.6-2-cachyos - KDE Plasma 6.2.4
amd_states_performance 1 System - 4 Benchmark Results	AMD Ryzen 9 5950X 16-Core - ASUS TUF GAMING X570-PLUS_BR - AMD Starship cachyos rolling - 6.12.6-2-cachyos - KDE Plasma 6.2.4
cachyos5950x 2 Systems - 9 Benchmark Results	AMD Ryzen 9 5950X 16-Core - ASUS TUF GAMING X570-PLUS_BR - AMD Starship cachyos rolling - 6.12.6-2-cachyos - KDE Plasma 6.2.4
mint3800xhot 3 Systems - 14 Benchmark Results	AMD Ryzen 9 5950X 16-Core - ASUS TUF GAMING X570-PLUS_BR - AMD Starship Linuxmint 22 - 6.8.0-49-generic - Cinnamon 6.2.9
mint3800xhot 2 Systems - 14 Benchmark Results	AMD Ryzen 7 3800X 8-Core - ASUS TUF GAMING X570-PLUS_BR - AMD Starship Linuxmint 22 - 6.8.0-49-generic - Cinnamon 6.2.9
RTX 4070 SUPER 6 Systems - 199 Benchmark Results	Intel Core i5-10300H - CML Stonic_CMS - Intel Comet Lake PCH Ubuntu 24.04 - 6.8.0-49-generic - GNOME Shell 46.0
RTX 4070 SUPER 5 Systems - 211 Benchmark Results	Intel Core Ultra 9 285K - MSI MEG Z890 UNIFY-X - Intel Device ae7f Ubuntu 24.10 - 6.12.1-061201-generic - GNOME Shell 47.0
financebro 1 System - 4 Benchmark Results	AMD Ryzen Threadripper PRO 3955WX 16-Cores - LENOVO ThinkStation P620 1046 - AMD Starship Linuxmint 22 - 6.8.0-48-generic - Cinnamon 6.2.9
test_002 1 System - 113 Benchmark Results	AMD Ryzen 9 7900X3D 12-Core - ASUS ProArt B650-CREATOR - AMD Device 14d8 Ubuntu 24.04 - 6.8.0-47-generic - GNOME Shell 46.0
Nvidia 2 Systems - 85 Benchmark Results	2 x Intel Xeon Gold 6226R - (5.14 BIOS) - Intel Sky Lake-E DMI3 Registers Ubuntu 24.04 - 6.8.0-38-generic - X Server
Meteor Lake OpenCL 1 System - 97 Benchmark Results	Intel Core Ultra 7 155H - MTL Swift SFG14-72T Coral_MTH - Intel Device 7e7f Ubuntu 24.10 - 6.11.0-rc6-phx - GNOME Shell 47.0
bbbbbb 1 System - 116 Benchmark Results	AMD Ryzen 7 3700X 8-Core - ASUS TUF GAMING X570-PLUS - AMD Starship RockyLinux 9.4 - 6.1.102-1.el9.elrepo.x86_64 - KDE Plasma 5.27.11

NVIDIA GeForce RTX 30 Linux GPU Compute Benchmarks Featured Graphics Comparison	AMD Ryzen 9 5900X 12-Core - ASUS ROG CROSSHAIR VIII HERO - AMD Starship Ubuntu 20.04 - 5.8.0-48-generic - GNOME Shell 3.36.7
Xeon E 8 Systems - 84 Benchmark Results	Intel Xeon E-2288G - Compulab SBC-ATCFL v1.2 - Intel Cannon Lake PCH Ubuntu 20.10 - 5.8.0-41-generic - GNOME Shell 3.38.2
RTX 30 Compute September Featured Graphics Comparison	AMD Ryzen 9 5900X 12-Core - ASUS ROG CROSSHAIR VIII HERO - AMD Starship Ubuntu 21.10 - 5.13.0-14-generic - GNOME Shell 40.2
Intel Linux Rocket Lake Graphics 4 Systems - 138 Benchmark Results	Intel Core i5-11600K - ASUS ROG MAXIMUS XIII HERO - Intel Device 43ef Ubuntu 21.04 - 5.12.0-051200rc3daily20210315-generic - GNOME Shell 3.38.3
gamut 2 Systems - 358 Benchmark Results	AMD Ryzen Threadripper 3990X 64-Core - Gigabyte TRX40 DESIGNARE - AMD Starship Ubuntu 20.04 - 5.13.0-28-generic - X Server 1.20.11
NVIDIA GeForce RTX 3090 3 Systems - 177 Benchmark Results	AMD Ryzen 9 5950X 16-Core - ASUS ROG CROSSHAIR VIII HERO - AMD Starship Ubuntu 21.10 - 5.13.0-22-generic - GNOME Shell 40.5
NVIDIA Linux GPU Benchmarks 2021 12 Systems - 59 Benchmark Results	AMD Ryzen Threadripper 3960X 24-Core - ASRock TRX40 Creator v1 - AMD Starship Ubuntu 20.04 - 5.8.0-44-generic - GNOME Shell 3.36.4
ngc rtx 3090 3 Systems - 100 Benchmark Results	AMD Ryzen 9 5900X 12-Core - ASUS ROG CROSSHAIR VIII HERO - AMD Starship Ubuntu 20.04 - 5.8.0-48-generic - GNOME Shell 3.36.7
RTX 4070 SUPER 4 Systems - 166 Benchmark Results	Intel Core i9-13900K - ASUS TUF GAMING Z790-PRO WIFI - Intel Device 7a27 EndeavourOS rolling - 6.7.1-arch1-1 - KDE Plasma 5.27.10
nvidia-linux-gpu-performance-20212 Featured Graphics Comparison	AMD Ryzen 9 5950X 16-Core - ASUS ROG CROSSHAIR VIII HERO - AMD Starship Ubuntu 20.10 - 5.8.0-41-generic - GNOME Shell 3.38.2
egeo-015-gpu 2 Systems - 89 Benchmark Results	2 x Intel Xeon Silver 4208 - Dell 0DY2X0 - 64GB Ubuntu 20.04.4 LTS - 5.10.0-23-amd64 - NVIDIA
HP ZBook Studio G7 Ubuntu 20.10 2 Systems - 243 Benchmark Results	Intel Core i9-10885H - HP 8736 - Intel Comet Lake PCH Ubuntu 20.10 - 5.8.0-43-generic - GNOME Shell 3.38.2
opencl benchmark smoke test 6 Systems - 23 Benchmark Results	ARMv8 Neoverse-V2 - Quanta Cloud QuantaGrid S74G-2U 1S7GZ9Z0000 S7G MB - 1 x 480GB DRAM-6400MT Ubuntu 22.04 - 6.5.0-1007-NVIDIA-64k - NVIDIA
res.txt Featured Graphics Comparison	Intel Core i7-12700H - NB02 PHxARX1_PHxAQF1 - 64GB Ubuntu 20.04.6 LTS - 6.5.0-15-generic - MATE
RTX 3070 Compute 3 Systems - 99 Benchmark Results	AMD Ryzen 9 5900X 12-Core - ASUS ROG CROSSHAIR VIII HERO - AMD Starship Ubuntu 20.04 - 5.8.0-48-generic - GNOME Shell 3.36.7